@article{krishna1996simultaneous,
  title={{Simultaneous auctions with synergies}},
  author={Krishna, V. and Rosenthal, R.W.},
  journal={Games and Economic Behavior},
  volume={17},
  pages={1--31},
  year={1996},
  publisher={ACADEMIC PRESS, INC.}
}

@article{rothkopf1977bidding,
  title={{Bidding in simultaneous auctions with a constraint on exposure}},
  author={Rothkopf, M.H.},
  journal={Operations Research},
  volume={25},
  number={4},
  pages={620--629},
  year={1977},
  publisher={JSTOR}
}

@article{szentes2003three,
  title={{Three-object two-bidder simultaneous auctions: Chopsticks and tetrahedra}},
  author={Szentes, B. and Rosenthal, R.W.},
  journal={Games and Economic Behavior},
  volume={44},
  number={1},
  pages={114--133},
  year={2003},
  publisher={Elsevier}
}

@article{fatima2007comparison,
  title={{A comparison of sequential and simultaneous auctions}},
  author={Fatima, S.},
  journal={Agent-Mediated Electronic Commerce. Automated Negotiation and Strategy Design for Electronic Markets},
  pages={164--177},
  year={2007},
  publisher={Springer}
}

@article{fatima2008bidding,
  title={{Bidding strategies for multi-object auctions}},
  author={Fatima, S.S.},
  journal={Negotiation, Auctions, and Market Engineering},
  pages={200--212},
  year={2008},
  publisher={Springer}
}

@article{ecs16075,
          volume = {32},
           month = {August},
           title = {Optimal Strategies for Bidding Agents Participating in Simultaneous Vickrey Auctions with Perfect Substitutes},
          author = {Enrico Gerding and Rajdeep Dash and Andrew Byde and Nick Jennings},
            year = {2008},
           pages = {939--982},
         journal = {Journal of Artificial Intelligence Research},
             url = {http://eprints.ecs.soton.ac.uk/16075/},
        abstract = {We derive optimal strategies for a bidding agent that participates in multiple, simultaneous
second-price auctions with perfect substitutes. We prove that, if everyone else bids locally
in a single auction, the global bidder should always place non-zero bids in all available auctions, provided there are no budget constraints. With a budget, however, the optimal strategy is to bid locally if this budget is equal or less than the valuation. Furthermore, for a wide range of valuation distributions, we prove that the problem of finding the optimal bids reduces to two dimensions if all auctions are identical. Finally, we address markets with both sequential and simultaneous auctions, non-identical auctions, and the allocative efficiency of the market.}
}

@inproceedings{ecs17271,
       booktitle = {Proceedings of the 21st International Joint Conference on Artificial Intelligence (IJCAI)},
           month = {July},
           title = {Generalised Fictitious Play for a Continuum of Anonymous Players},
          author = {Zinovi Rabinovich and Enrico Gerding and Maria Polukarov and Nicholas R. Jennings},
            year = {2009},
           pages = {245--250},
            note = {to appear},
             url = {http://eprints.ecs.soton.ac.uk/17271/},
        abstract = {Recently, efficient approximation algorithms for finding Nash
  equilibria have been developed for the interesting class of \{{$\backslash$}it
    anonymous games\}, where a player's utility does not depend on the
  identity of its opponents. In this paper, we tackle the problem of
  computing equilibria in such games with \{{$\backslash$}it continuous player
    types\}, extending the framework to encompass settings with
  imperfect information. In particular, given the existence result for
  pure Bayes-Nash equilibiria in these games, we generalise the \{{$\backslash$}it
    fictitious play algorithm\} by developing a novel procedure for finding a
  best response strategy, which is specifically designed to deal with
  continuous and, therefore, infinite type spaces. We then combine the
  best response computation with the general fictitious play structure
  to obtain an equilibrium. To illustrate the power of this approach,
  we apply our algorithm to the domain of simultaneous auctions with
  continuous private values and discrete bids, in which the algorithm
  shows quick convergence.
}
}

@inproceedings{ecs12600,
       booktitle = {17th European Conference on AI},
           title = {Heuristic bidding strategies for multiple heterogeneous auctions},
          author = {D. Yuen and A. Byde and N. R. Jennings},
            year = {2006},
           pages = {300--304},
         journal = {Proc. 17th European Conference on AI, Trento, Italy},
             url = {http://eprints.ecs.soton.ac.uk/12600/},
        abstract = {This paper investigates utility maximising bidding heuristics for agents that participate in multiple heterogeneous auctions, in which the auction format and the starting and closing times can be different. Our strategy allows an agent to procure one or more items and to participate in any number of auctions. For this case, forming an optimal bidding strategy by global utility maximisation is computationally intractable, and so we develop two-stage heuristics that first provide reasonable bidding thresholds with simple
strategies before deciding which auctions to participate in. The proposed approach leads to an average gain of at least 24\% in agent utility over commonly used benchmarks.}
}

